+88.5%
TEM vs EPAM
-7.9%
+96.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.8% |
| 7D | +7.8% | -1.1% | +8.9% | +7.9% |
| 30D | +11.2% | +41.8% | -30.6% | -11.8% |
| 3M | +39.0% | +63.4% | -24.4% | +0.4% |
| 6M | +61.6% | +72.2% | -10.6% | +7.3% |
| YTD | +28.5% | -20.0% | +48.6% | +49.1% |
| 1Y | +6.7% | -9.0% | +15.8% | +9.3% |
| All | +88.5% | -7.9% | +96.4% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling